+173.7%
VEA vs ILMN
+892.0%
-718.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.7% |
| 7D | +1.0% | +1.2% | -0.3% | +0.7% |
| 30D | +1.9% | +9.2% | -7.2% | 0.0% |
| 3M | +3.2% | +29.8% | -26.6% | -2.5% |
| 6M | +10.2% | +69.2% | -59.0% | -1.5% |
| YTD | +18.9% | +66.4% | -47.5% | +6.0% |
| 1Y | +29.3% | +123.4% | -94.1% | +7.5% |
| 3Y | +76.8% | +33.2% | +43.6% | +58.2% |
| 5Y | +61.2% | -52.0% | +113.2% | +72.6% |
| 10Y | +163.3% | +33.6% | +129.7% | +113.0% |
| All | +173.7% | +892.0% | -718.3% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ILMN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling